+459.5%
JPM vs SAN
+267.7%
+191.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.0% |
| 30D | +3.4% | -9.4% | +12.8% | +8.0% |
| 3M | -5.7% | -17.1% | +11.5% | +2.5% |
| 6M | +13.5% | +2.2% | +11.3% | +10.9% |
| YTD | +8.4% | +6.0% | +2.5% | +2.5% |
| 1Y | +9.1% | +12.7% | -3.7% | -0.1% |
| 3Y | +149.5% | +242.1% | -92.7% | +24.5% |
| 5Y | +132.6% | +293.6% | -161.0% | +2.3% |
| All | +459.5% | +267.7% | +191.8% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling